Recent works have shown the benefits of keyword proximity search in querying XML documents in addition to text documents. For example, given query keywords over Shakespeare's plays in XML, the user might be interested in knowing how the keywords cooccur. In this paper, we focus on XML trees and define XML keyword proximity queries to return the (possibly heterogeneous) set of minimum connecting trees (MCTs) of the matches to the individual keywords in the query. We consider efficiently executing keyword proximity queries on labeled trees (XML) in various settings: 1) when the XML database has been preprocessed and 2) when no indices are available on the XML database. We perform a detailed experimental evaluation to study the benefits of our approach and show that our algorithms considerably outperform prior algorithms and other applicable approaches.